+277.8%
ORCL vs TRV
+351.6%
-73.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.3% | +9.1% | +8.9% |
| 7D | +3.8% | -2.4% | +6.2% | +4.5% |
| 30D | -6.6% | +7.5% | -14.0% | -8.6% |
| 3M | -11.4% | +6.7% | -18.1% | -13.4% |
| 6M | -33.3% | +35.5% | -68.8% | -40.0% |
| YTD | -33.3% | +39.3% | -72.5% | -40.9% |
| 1Y | -44.9% | +41.8% | -86.7% | -51.6% |
| 3Y | +17.6% | +147.3% | -129.7% | -19.3% |
| 5Y | +46.1% | +178.3% | -132.3% | -6.6% |
| 10Y | +277.8% | +348.3% | -70.6% | +120.9% |
| All | +277.8% | +351.6% | -73.9% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling